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Details about Marco Bonomo

E-mail:
Homepage:https://sites.google.com/site/marcoacbonomo/home
Phone:55-11-45042342
Postal address:Rua Quatá, 300 São Paulo, SP 04546-042
Workplace:Insper Instituto de Ensino e Pesquisa (Insper Institute of Education and Research), (more information at EDIRC)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)

Access statistics for papers by Marco Bonomo.

Last updated 2020-06-16. Update your information in the RePEc Author Service.

Short-id: pbo99


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Working Papers

2020

  1. Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel
    Staff Working Papers, Bank of Canada Downloads

2016

  1. The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)

2015

  1. Macroeconomic and Financial Consequences of the Post-Crisis Government-Driven Credit Expansion in Brazil
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (12)
  2. Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  3. Short-Selling Restrictions and Returns: a Natural Experiment
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2014

  1. Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2013

  1. Estimating Strategic Complementarity in a State-Dependent Pricing Model
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads
  2. Time- and State-Dependent Pricing: A Unified Framework
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2010) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2011)
  2. State-dependent pricing under infrequent information: a unified framework
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)

2008

  1. Imperfectly credible disinflation under endogenous time-dependent pricing
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) Downloads View citations (9)
    Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (12)

    See also Journal Article in Journal of Money, Credit and Banking (2010)
  2. Political Business Cycles through Lobbying
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (1)

2005

  1. CALIBRANDO E SIMULANDO O MODELO DO ACELERADOR FINANCEIRO PARA A ECONOMIA BRASILEIRA
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. Endogenous Time-Dependent Rules and Inflation Inertia
    Macroeconomics, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2004)
  3. Endogenous Time-Dependent Rules and the Costs of Disinflation with Imperfect Credibility
    Macroeconomics, University Library of Munich, Germany Downloads View citations (2)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (3)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) Downloads View citations (1)
  4. Special interests and political business cycles
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)

2004

  1. Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)
    See also Journal Article in Emerging Markets Review (2003)
  2. Elections and Exchange Rate Policy Cycles
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) Downloads

    See also Journal Article in Economics and Politics (2005)
  3. Optimal Rules under Adjustment Cost and Infrequent Information
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (1)

2003

  1. Retornos anormais e estratégias reversas
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (6)

2001

  1. Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (4)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2001) Downloads View citations (3)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) Downloads View citations (19)

    See also Journal Article in Revista Brasileira de Economia - RBE (2002)

2000

  1. A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (1)
    See also Journal Article in Revista Brasileira de Economia - RBE (2002)
  2. Aprendizado Evolucionário, Inércia Inflacionária e Recessão em Desinflações Monetárias
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (5)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) Downloads
  3. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads
  4. Are one-sided S,s rules useful proxies for optimal pricing rules?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    See also Journal Article in Brazilian Review of Econometrics (2000)
  5. The macroeconomic effects of infrequent information with adjustment costs
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) Downloads View citations (2)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)

    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2001)

1999

  1. Arbitrage Pricing Theory (APT) e variáveis macroeconômicas: um estudo empírico sobre o mercado acionário brasileiro
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (1998) Downloads
  2. Endogenous time-dependent rules and inflation inertia: preliminary version
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)
  3. Optimal state-dependent rules, credibility, and inflation inertia
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (14)
    See also Journal Article in Journal of Monetary Economics (2002)
  4. Tests of conditional asset pricing models in the brazilian stock market
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) Downloads View citations (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1997) Downloads View citations (3)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1997)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1997) Downloads
    CIRANO Working Papers, CIRANO (1997) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2001)
  5. The Political Economy of Exchange Rate Policy in Brazil: 1964-1997
    Research Department Publications, Inter-American Development Bank, Research Department Downloads View citations (6)
  6. The political economy of exchange rate policy in Brazil: 1964-1999
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (9)

1998

  1. Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads
  2. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (3)
    See also Journal Article in Revista Brasileira de Economia - RBE (1999)

1996

  1. Optimal state-dependent rules, credibility and the cost of disinflation
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1995

  1. Infrequent information, optimal time and state dependent rules, and aggregate effects
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

1994

  1. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
    CIRANO Working Papers, CIRANO Downloads View citations (10)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations (5)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1993) Downloads View citations (5)
  2. Optimal two-sided and suboptimal one-sided state-dependent pricing rules
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)

1992

  1. Can a well-fitted equilibrium asset pricing model produce mean reversion?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (8)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (1)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (1)

    See also Journal Article in Journal of Applied Econometrics (1994)
  2. Consumption and equilibrium asset pricing: An empirical assessment
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (5)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (5)

    See also Journal Article in Journal of Empirical Finance (1996)
  3. Indexation, Staggering and Disinflation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (3)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (1992) Downloads

    See also Journal Article in Journal of Development Economics (1994)

1990

  1. MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT
    Working Papers, Princeton, Department of Economics - Financial Research Center

Undated

  1. Debt Composition and Balance Sheet Effects of Exchange and Interest Rate Volatility in Brazil
    DCBSLA Series, Inter-American Development Bank, Research Department Downloads View citations (7)

Journal Articles

2015

  1. The after crisis government-driven credit expansion in Brazil: A firm level analysis
    Journal of International Money and Finance, 2015, 55, (C), 111-134 Downloads View citations (14)
  2. The long and the short of the risk-return trade-off
    Journal of Econometrics, 2015, 187, (2), 580-592 Downloads View citations (10)

2011

  1. Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
    Review of Financial Studies, 2011, 24, (1), 82-122 Downloads View citations (21)
    See also Working Paper (2010)

2010

  1. ELECTORAL CYCLES THROUGH LOBBYING
    Economics and Politics, 2010, 22, (3), 446-470 Downloads View citations (6)
  2. Imperfectly Credible Disinflation under Endogenous Time-Dependent Pricing
    Journal of Money, Credit and Banking, 2010, 42, (5), 799-831 View citations (9)
    See also Working Paper (2008)

2005

  1. ELECTIONS AND EXCHANGE RATE POLICY CYCLES
    Economics and Politics, 2005, 17, 151-176 Downloads View citations (22)
    See also Working Paper (2004)

2004

  1. Endogenous Time-Dependent Rules and Inflation Inertia
    Journal of Money, Credit and Banking, 2004, 36, (6), 1015-41 View citations (59)
    See also Working Paper (2005)

2003

  1. Abnormal Returns and Contrarian Strategies
    Brazilian Review of Finance, 2003, 1, (2), 165-215 Downloads
  2. Debt composition and exchange rate balance sheet effect in Brazil: a firm level analysis
    Emerging Markets Review, 2003, 4, (4), 368-396 Downloads View citations (31)
    See also Working Paper (2004)

2002

  1. A Aleatoriedade do Passeio na Bovespa: Testando a Eficiência do Mercado Acionário Brasileiro
    Revista Brasileira de Economia - RBE, 2002, 56, (2) Downloads View citations (3)
    See also Working Paper (2000)
  2. Optimal state-dependent rules, credibility, and inflation inertia
    Journal of Monetary Economics, 2002, 49, (7), 1317-1336 Downloads View citations (13)
    See also Working Paper (1999)
  3. Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais
    Revista Brasileira de Economia - RBE, 2002, 56, (4) Downloads View citations (2)
    See also Working Paper (2001)

2001

  1. Tests of conditional asset pricing models in the Brazilian stock market
    Journal of International Money and Finance, 2001, 20, (1), 71-90 Downloads View citations (8)
    See also Working Paper (1999)
  2. The macroeconomic effects of infrequent information with adjustment costs
    Canadian Journal of Economics/Revue canadienne d'économique, 2001, 34, (1), 18-35 Downloads View citations (1)
    Also in Canadian Journal of Economics, 2001, 34, (1), 18-35 (2001) Downloads View citations (3)

    See also Working Paper (2000)

2000

  1. Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?
    Brazilian Review of Econometrics, 2000, 20, (1) Downloads
    See also Working Paper (2000)

1999

  1. The Political Economy of Exchange Rate Policy in Brazil: an Empirical Assessment
    Revista Brasileira de Economia - RBE, 1999, 53, (4) Downloads View citations (13)
    See also Working Paper (1998)

1996

  1. Consumption and equilibrium asset pricing: An empirical assessment
    Journal of Empirical Finance, 1996, 3, (3), 239-265 Downloads View citations (20)
    See also Working Paper (1992)

1994

  1. Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?
    Journal of Applied Econometrics, 1994, 9, (1), 19-29 Downloads View citations (11)
    See also Working Paper (1992)
  2. Indexation, staggering and disinflation
    Journal of Development Economics, 1994, 43, (1), 39-58 Downloads View citations (2)
    See also Working Paper (1992)

1993

  1. Busca e infla ‹o
    Brazilian Journal of Political Economy, 1993, 13, (3) Downloads
  2. Search and inflation: a survey of the recent literature
    Estudios de Economia, 1993, 20, (2 Year 1993), 385-397 Downloads

1986

  1. Taxas de juros e depósitos em moeda estrangeira no Brasil: um comentário
    Revista Brasileira de Economia - RBE, 1986, 40, (2) Downloads
 
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